-33.8%
CCL vs WELL
+464.2%
-498.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.6% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | +10.3% | +6.8% | +3.5% | +4.5% |
| 3M | +6.6% | +6.7% | -0.2% | +0.8% |
| 6M | +20.0% | +13.8% | +6.2% | +6.2% |
| YTD | -1.9% | +33.8% | -35.7% | -24.6% |
| 1Y | +10.4% | +29.6% | -19.2% | -13.4% |
| 3Y | +134.8% | +203.1% | -68.3% | -14.1% |
| 5Y | +34.0% | +223.8% | -189.8% | -54.9% |
| All | -33.8% | +464.2% | -498.0% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WELL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling